Search Results - subject:"Statistical test"

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Kurita, Takamitsu; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014383879

Highly irregular serial correlation tests

Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2023

Persistent link: https://www.econbiz.de/10014383929

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29

The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...

Persistent link: https://www.econbiz.de/10014515083

Applications of Choquet expected utility to hypothesis testing with incompleteness

Kaido, Hiroaki; Zhang, Yi - In: The Japanese economic review : the journal of the … 74 (2023) 4, pp. 551-572

Persistent link: https://www.econbiz.de/10014515910

Testing for multiple bubbles: historical episodes on the sustainability of public debt in Spain, 1850-2020

Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied economic analysis : AEA 31 (2023) 91, pp. 1-18

Persistent link: https://www.econbiz.de/10014249449

Local projection based inference under general conditions

Xu, Ke-Li - 2023

Persistent link: https://www.econbiz.de/10014249745

Improving the statistical power of economic experiments using adaptive designs

Jobjörnsson, Sebastian; Schaak, Henning; Mußhoff, Oliver - In: Experimental economics : a journal of the Economic … 26 (2023) 2, pp. 357-382

Persistent link: https://www.econbiz.de/10014252526

Assessing the consistency of the fixed-effects estimator : a regression-based Wald test

Spierdijk, Laura - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1599-1630

Persistent link: https://www.econbiz.de/10014253710

Are shocks to electricity consumption permanent or transitory? : evidence from a panel stationarity test with gradual structural breaks for 25 OECD countries

Husein, Jamal G.; Kara, S. Murat - In: Applied econometrics and international development 23 (2023) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10014253873

Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics

Shi, Hongjian; Drton, Mathias; Hallin, Marc; Han, Fang - 2023

Persistent link: https://www.econbiz.de/10013550194